MO Briefing
09 May 2025 · NSE Derivatives Structure
Posture
Contraction Under Stress
2 sessions
Contracting with internal strain. Basis structure under stress.
The compass maps the structural posture of the derivatives market. The horizontal axis shows expansion vs contraction. The vertical axis shows coherence vs stress.
The dot marks today's position. The trail shows the past 7 sessions. The posture label describes what the structure is — not where it's going.
Depth panels below show the underlying measurements: positioning breadth, basis stress, range compression, and structural activity.
Depth
Positioning — 653 instruments
Structural lean: -0.187(247 expansionary, 369 contractionary)
Basis Stress
Flip stress
1.49x
elevated
Divergence
1.46x
elevated
Basis flip stress elevated (1.49x baseline). Instrument divergence elevated (1.46x baseline)
Range Compression
Futures
--
Equities
0.89x
below baseline · 2104 contracts
No surface data available
Recent Path
Structural Activity
Next MO Briefing: Monday 08:30 IST